RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPVR
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.096989      R Bar **2   0.091415
Uncentered R**2   0.373703      T x R**2      61.287
Mean of Dependent Variable      0.7452753966
Std Error of Dependent Variable 1.1246545284
Standard Error of Estimate      1.0720177819
Sum of Squared Residuals        186.17398421
Log Likelihood                    -243.10477
Durbin-Watson Statistic             0.298645

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.930457141  0.208875933      4.45459  0.00000841
2.  DUM98Q1                  -0.843605723  0.209657490     -4.02373  0.00005728

Difference in means =       -0.84361

Statistics on Series T_OVN_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations                5000
Sample Mean             0.375808      Variance            2.288874
Standard Error          1.512903      of Sample Mean      0.021396
t-Statistic (Mean=0)   17.564679      Signif Level        0.000000
Skewness                1.126365      Signif Level (Sk=0) 0.000000
Kurtosis (excess)       1.779219      Signif Level (Ku=0) 0.000000
Jarque-Bera          1716.752157      Signif Level (JB=0) 0.000000

Minimum                -3.094525      Maximum             10.105621
01-%ile                -2.126820      99-%ile              5.002787
05-%ile                -1.566425      95-%ile              3.452997
10-%ile                -1.255478      90-%ile              2.515443
25-%ile                -0.651077      75-%ile              1.085931
Median                  0.091958

